Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
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DOI: 10.1080/02664763.2020.1796937
Abstract: So called multiple correlation coefficient (MCC) is a measure of linear relationship between a given variable and set of covariates. In the multiple correlation and regression analysis, it is commo... read more here.
Keywords: conservative confidence; methodology; correlation coefficient; multiple correlation ... See more keywords
An optimal projection test for zero multiple correlation coefficient in high-dimensional normal data
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DOI: 10.1080/03610926.2020.1757111
Abstract: Abstract Testing the hypothesis of zero multiple correlation coefficient is of interest in wide variety of applications including multiple regression analysis. In high-dimensional data, traditional testing procedures to test this hypothesis become practically infeasible due… read more here.
Keywords: normal data; multiple correlation; zero multiple; dimensional normal ... See more keywords